Maciej Rysz, Alexander Vinel, Pavlo A. Krokhmal, Eduardo L. Pasiliao. A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures. INFORMS Journal on Computing, 27(2):416-430, 2015. [doi]
@article{RyszVKP15,
title = {A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures},
author = {Maciej Rysz and Alexander Vinel and Pavlo A. Krokhmal and Eduardo L. Pasiliao},
year = {2015},
doi = {10.1287/ijoc.2014.0635},
url = {https://doi.org/10.1287/ijoc.2014.0635},
researchr = {https://researchr.org/publication/RyszVKP15},
cites = {0},
citedby = {0},
journal = {INFORMS Journal on Computing},
volume = {27},
number = {2},
pages = {416-430},
}